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Berry–Esseen bounds for the percentile residual life function estimators

Mu Zhao and Hongmei Jiang

Statistics & Probability Letters, 2015, vol. 104, issue C, 133-140

Abstract: The Berry–Esseen bounds for two estimators of the percentile residual life function are established. The bound for the kernel estimator is shown sharper than in the previous work. The obtained bounds are applied to study the relative deficiency of the proposed estimators.

Keywords: Berry–Esseen bound; Covering probability; Deficiency; Empirical estimator; Kernel estimator; Percentile residual life function (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.05.009

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